Similar feature ("add consecutive files") is already implemented, but another one is also very useful.
1) User adds a file to the playlist
2) If this behaviour is enabled, smplayer searches for all files of the same type (e.g. video or audio, no matter which format) in the directory from which file was added by user
3) All files found are added to the playlist, sorted like in file manager, current file being the file which was added first.